+8.9%
CRCL vs HWM
+31.6%
-22.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -11.2% | -11.4% | +0.2% | -8.3% |
| 30D | +27.1% | -18.5% | +45.6% | +33.5% |
| 3M | +9.6% | -13.2% | +22.8% | +12.4% |
| 6M | -19.7% | -8.7% | -11.0% | -19.0% |
| YTD | +14.2% | +12.2% | +2.1% | +4.3% |
| 1Y | -32.2% | +24.9% | -57.1% | -39.0% |
| All | +8.9% | +31.6% | -22.7% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling